+55.9%
NLR vs VT
+346.0%
-290.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.2% |
| 7D | -3.6% | -2.3% | -1.3% | -1.6% |
| 30D | -16.0% | -5.0% | -11.0% | -11.9% |
| 3M | -22.3% | -4.9% | -17.5% | -18.4% |
| 6M | -40.7% | -1.5% | -39.2% | -39.3% |
| YTD | -28.8% | +8.5% | -37.3% | -32.5% |
| 1Y | -33.0% | +11.4% | -44.4% | -37.9% |
| 3Y | +36.1% | +70.1% | -33.9% | -11.2% |
| 5Y | +75.5% | +53.7% | +21.8% | +23.9% |
| 10Y | +146.4% | +220.0% | -73.5% | -11.4% |
| All | +55.9% | +346.0% | -290.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling